Ferrexpo PLC (UK) Performance
| FXPO Stock | 110.40 5.00 4.74% |
Ferrexpo PLC holds a performance score of 14 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.51, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Ferrexpo PLC are expected to decrease at a much lower rate. During the bear market, Ferrexpo PLC is likely to outperform the market. Use Ferrexpo PLC treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to analyze future returns on Ferrexpo PLC.
Risk-Adjusted Performance
14 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in Ferrexpo PLC are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, Ferrexpo PLC unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
Ex Dividend Date 2024-01-25 |
1 | Ferrexpo shares spike as Trump win lifts hopes for end to Ukraine war - Proactive Investors UK | 11/06/2024 |
2 | Ferrexpo Stock Price Down 7.9 percent - Heres What Happened - MarketBeat | 01/07/2025 |
| Begin Period Cash Flow | 112.9 M | |
| Free Cash Flow | -78 K |
Ferrexpo |
Ferrexpo PLC Relative Risk vs. Return Landscape
If you would invest 5,970 in Ferrexpo PLC on November 2, 2024 and sell it today you would earn a total of 5,070 from holding Ferrexpo PLC or generate 84.92% return on investment over 90 days. Ferrexpo PLC is generating 1.2056% of daily returns and assumes 6.3978% volatility on return distribution over the 90 days horizon. Simply put, 57% of stocks are less volatile than Ferrexpo, and 76% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Ferrexpo PLC Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ferrexpo PLC's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Ferrexpo PLC, and traders can use it to determine the average amount a Ferrexpo PLC's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1884
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | FXPO | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 6.4 actual daily | 57 57% of assets are less volatile |
Expected Return
| 1.21 actual daily | 24 76% of assets have higher returns |
Risk-Adjusted Return
| 0.19 actual daily | 14 86% of assets perform better |
Based on monthly moving average Ferrexpo PLC is performing at about 14% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Ferrexpo PLC by adding it to a well-diversified portfolio.
Ferrexpo PLC Fundamentals Growth
Ferrexpo Stock prices reflect investors' perceptions of the future prospects and financial health of Ferrexpo PLC, and Ferrexpo PLC fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Ferrexpo Stock performance.
| Return On Equity | -0.0477 | ||||
| Return On Asset | 0.0221 | ||||
| Profit Margin | (0.07) % | ||||
| Operating Margin | 0.08 % | ||||
| Current Valuation | 570.81 M | ||||
| Shares Outstanding | 598.14 M | ||||
| Price To Book | 0.76 X | ||||
| Price To Sales | 0.76 X | ||||
| Revenue | 651.79 M | ||||
| Gross Profit | 297.63 M | ||||
| EBITDA | (8.01 M) | ||||
| Net Income | (68.4 M) | ||||
| Total Debt | 6.95 M | ||||
| Book Value Per Share | 1.84 X | ||||
| Cash Flow From Operations | 101.17 M | ||||
| Earnings Per Share | (0.08) X | ||||
| Total Asset | 1.35 B | ||||
| Retained Earnings | 3.48 B | ||||
About Ferrexpo PLC Performance
Assessing Ferrexpo PLC's fundamental ratios provides investors with valuable insights into Ferrexpo PLC's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Ferrexpo PLC is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Ferrexpo PLC is entity of United Kingdom. It is traded as Stock on LSE exchange.Things to note about Ferrexpo PLC performance evaluation
Checking the ongoing alerts about Ferrexpo PLC for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Ferrexpo PLC help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Ferrexpo PLC is way too risky over 90 days horizon | |
| Ferrexpo PLC appears to be risky and price may revert if volatility continues | |
| The company reported the revenue of 651.79 M. Net Loss for the year was (68.4 M) with profit before overhead, payroll, taxes, and interest of 297.63 M. | |
| About 52.0% of the company shares are held by company insiders | |
| Latest headline from news.google.com: Ferrexpo Stock Price Down 7.9 percent - Heres What Happened - MarketBeat |
- Analyzing Ferrexpo PLC's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Ferrexpo PLC's stock is overvalued or undervalued compared to its peers.
- Examining Ferrexpo PLC's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Ferrexpo PLC's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Ferrexpo PLC's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Ferrexpo PLC's stock. These opinions can provide insight into Ferrexpo PLC's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Ferrexpo Stock Analysis
When running Ferrexpo PLC's price analysis, check to measure Ferrexpo PLC's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Ferrexpo PLC is operating at the current time. Most of Ferrexpo PLC's value examination focuses on studying past and present price action to predict the probability of Ferrexpo PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ferrexpo PLC's price. Additionally, you may evaluate how the addition of Ferrexpo PLC to your portfolios can decrease your overall portfolio volatility.